Volatility forecasting using time series data mining and evolutionary computation techniques.
Irwin MaTony WongThiagas SankarPublished in: GECCO (2007)
Keyphrases
- evolutionary computation
- exchange rate
- garch model
- financial time series
- evolutionary algorithm
- computational intelligence
- genetic programming
- stock market
- grey model
- swarm intelligence
- genetic algorithm
- fuzzy systems
- stock price
- fuzzy logic
- cooperative coevolution
- evolutionary design
- fitness function
- machine learning and data mining
- short term
- soft computing
- nature inspired algorithms
- evolutionary approaches
- evolutionary learning
- gene expression programming
- evolvable hardware
- fitness landscape
- test functions
- artificial life
- optimisation problems
- financial markets
- simulated annealing
- forecasting model
- multivariate time series
- multi objective
- search algorithm